On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise

被引：37

作者：

Ni, Yuanhua ^{[1
]}

Zhang, Weihai ^{[2
]}

Fang, Haitao ^{[1
]}

机构：

[1] Chinese Acad Sci, Acad Math & Syst Sci, Inst Syst Sci, Key Lab Syst & Control, Beijing 100190, Peoples R China

[2] Shandong Univ Sci & Technol, Coll Informat & Elect Engn, Qingdao, Peoples R China

来源：

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY | 2010年 / 23卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Exact detectability; exact observability; Markov jump systems; multiplicative noise; PBH Criterion; stochastic H2(/) H(infinity) control; DIFFERENTIAL-EQUATIONS; H-2/H-INFINITY CONTROL; QUADRATIC CONTROL; INFINITE-HORIZON; STABILIZATION;

D O I：

10.1007/s11424-010-9270-7

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

This paper presents the notions of exact observability and exact detectability for Markov jump linear stochastic systems of It type with multiplicative noise (for short, MJLSS). Stochastic Popov-Belevith-Hautus (PBH) Criterions for exact observability and exact detectability are respectively obtained. As an application, stochastic H (2)/H (a) control for such MJLSS is discussed under exact detectability.

引用

页码：102 / 115

页数：14

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